On the time for Brownian motion to visit every point on a circle

DOI10.1016/j.jspi.2015.10.010zbMath1335.60154arXiv1312.4632OpenAlexW2963820198MaRDI QIDQ254217

Lawrence A. Shepp, Philip A. Ernst

Publication date: 8 March 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4632

zbMATH Keywords

Wiener processBrownian motioncontinuous recurrencefirst hitting time

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Related Items (1)

Community detection and percolation of information in a geometric setting

Cites Work

• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• On the time spent above a level by Brownian motion with negative drift
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• Unnamed Item
• Unnamed Item

This page was built for publication: On the time for Brownian motion to visit every point on a circle